| 隐非齐次马尔可夫模型的强大数定律 |
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| 引用本文： | 吴小太,杨卫国.隐非齐次马尔可夫模型的强大数定律[J].数学杂志,2011,31(2):314-322. |
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| 作者姓名： | 吴小太 杨卫国 |
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| 作者单位： | 1. 安徽工程科技学院数学系,安徽,芜湖,241000
2. 江苏大学理学院,江苏,镇江,212013 |
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| 摘 要： | 本文研究了一类隐非齐次马尔可夫模型的强极限定理.利用鞅差序列收敛定理,获得了观测链{Y_n,n≥0}的强大数定律,并给出了观测链的Shannon-McMillan定理.
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| 关 键 词： | 隐马尔可夫模型 非齐次马尔可夫链 强大数定律 *-混合 |
STRONG LAW OF LARGE NUMBER OF HIDDEN NONHOMOGENEOUS MARKOV MODELS |
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| WU Xiao-tai,YANG Wei-guo.STRONG LAW OF LARGE NUMBER OF HIDDEN NONHOMOGENEOUS MARKOV MODELS[J].Journal of Mathematics,2011,31(2):314-322. |
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| Authors: | WU Xiao-tai YANG Wei-guo |
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| Institution: | WU Xiao-tai~1,YANG Wei-guo~2 (1.Dept.of Math.,Anhui University of Technology and Science,Wuhu 241000,China) (2.Faculty of Science,Jiangsu University,Zhenjiang 212013,China) |
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| Abstract: | In this article,the strong limit theorem of hidden nonhomogeneous Markov models is discussed.By the martingale difference theorem,the strong law of large number of the observed chain is proved,and the Shannon-McMillan theorem of the observed chain is given. |
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| Keywords: | hidden Markov models nonhomogeneous Markov chain strong law of large numbers *-mixing |
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